+1,423.0%
COHR vs IOVA
-92.2%
+1,515.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -3.3% |
| 7D | +10.9% | -6.4% | +17.3% | +11.1% |
| 30D | -10.8% | +25.4% | -36.2% | -11.6% |
| 3M | -17.4% | +115.3% | -132.7% | -20.0% |
| 6M | +12.5% | +56.5% | -44.1% | +10.0% |
| YTD | +58.8% | +198.2% | -139.3% | +51.4% |
| 1Y | +183.3% | +242.0% | -58.7% | +168.4% |
| 3Y | +783.0% | +36.8% | +746.2% | +741.3% |
| 5Y | +377.2% | -64.3% | +441.5% | +362.5% |
| 10Y | +1,261.0% | +2.6% | +1,258.4% | +1,185.9% |
| All | +1,423.0% | -92.2% | +1,515.2% | +1,260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling